Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47699.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46304.52 Kr¶

PnL: ---------------------------------------> -584.05 Kr¶

DD now: ---------------------------------> -1.913 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 12:44:23.214732'

Anic Portfolio¶

Today¶

Return: 0.814 %¶

This Week¶

Return: 0.349 %¶

Total¶

Return: 56.156 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.380000 3218.800000 247.800000 8.340000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.260000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 0.420000 3440.800000 63.800000 1.890000 3377.000000
Corem Property Group B 59 0.770000 615.960000 38.960000 6.750000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.640000 384.400000 29.400000 8.280000 355.000000
Resurs Holding 22 4.470000 602.140000 28.140000 4.900000 573.999998
AcadeMedia 12 0.580000 582.720000 25.720000 4.620000 557.000004
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.310000 543.200000 15.200000 2.880000 527.999997
HMS Networks 2 -0.060000 686.000000 13.000000 1.930000 673.000000
Intrum 4 0.190000 537.200000 10.200000 1.940000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Boozt 12 2.250000 1661.400000 7.400000 0.450000 1653.999996
Coor Service Management Hold. 8 1.660000 538.800000 6.800000 1.280000 532.000000
Swedbank A 3 0.850000 567.750000 3.750000 0.660000 564.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Essity B 2 0.840000 576.000000 2.000000 0.350000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.500000 240.960000 -5.040000 -2.050000 246.000000
Securitas B 6 0.130000 564.480000 -5.520000 -0.970000 570.000000
Nordea Bank Abp 29 0.780000 3447.520000 -6.480000 -0.190000 3453.999992
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
CTEK 13 0.350000 519.220000 -14.780000 -2.770000 533.999999
Midsona B 63 1.610000 556.920000 -26.080000 -4.470000 582.999984
Vivesto 1368 0.340000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Axfood 13 -0.140000 3636.100000 -119.900000 -3.190000 3756.000001
OX2 18 1.960000 1454.400000 -209.600000 -12.600000 1663.999992
Fasadgruppen Group 35 0.100000 3416.000000 -395.000000 -10.360000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46304.520000 -584.050000 -1.91333% 46888.564618

Updated:¶

'2023-01-20 12:44:35.727062'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶